Determinant Efficiencies in Ill-Conditioned Models

Table 4

Generalized variances and Vector Alienation Coefficients between designated subsets for Hartley’s [39] 𝑆𝐶𝐷 in 𝑘=3 regressors.

𝐺𝑉(𝜷)	𝐺𝑉(𝛽̂0)	𝐺𝑉(𝜷𝑀)	𝜸(0∶𝐿𝑄𝐼))=(1−𝜌^21)
74.4216	10.0000	81.8638	0.090909
𝐺𝑉(𝜷𝑀)	𝐺𝑉(𝜷𝐿)	𝐺𝑉(𝜷𝑄,𝜷𝐼)	𝛾(𝐿∶𝑄𝐼)=Π^𝑟𝑖=1(1−𝜌^2𝑖)
81.8638	4.6296	81.8638	0.216000
𝐺𝑉(𝜷𝑄,𝜷𝐼)	𝐺𝑉(𝜷𝑄)	𝐺𝑉(𝜷𝐼)	𝜸(𝑄∶𝐼)=Π^𝑟𝑖=1(1−𝜌^2𝑖)
81.8638	1.1317	72.3379	1.000000